I'm also having this issue and it's not fixed by downloading the preview release version. I'm not sure how to reproduce the problem, but I might provide some clues.
I have a big main dataset with a lot of factor variables and some that are numeric or character but that I treat as factors. If I import my data from csv and convert the numerical ID variable using factor() or as.factor(), the blue arrow disappears. Converting the date column using as.Date() doesn't do the same thing.
In one instance, when I use dplyr and pipes to select a few columns and filter to a few levels on one variable I still have the blue arrow. However, once I add droplevels() the arrow disappears.
I haven't used droplevels() much but I do a lot of sorting, filtering and summarising and I see the arrow disappear in a lot of my filtered and/or summarised data. I have a feeling that the issue might have something to do with how I'm treating my categorical variables but I haven't seen a definitive pattern.
Hope this helps!